Abstarct
We conclude this monograph by discussing a simplified CLT for sequences of double integrals with respect to a Poisson random measure. Note that this result (originally obtained in [109]) has been generalized in [106], where one can find CLTs for sequences of multiple integrals of arbitrary orders — with explicit Berry-Esséen bounds in the Wasserstein distance obtained once again via Stein’s method.
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© 2011 Springer-Verlag Italia
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Peccati, G., Taqqu, M.S. (2011). CLTs in the Poisson case: the case of double integrals. In: Wiener Chaos: Moments, Cumulants and Diagrams. Bocconi & Springer Series, vol 1. Springer, Milano. https://doi.org/10.1007/978-88-470-1679-8_12
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DOI: https://doi.org/10.1007/978-88-470-1679-8_12
Publisher Name: Springer, Milano
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